I have upgraded my b2evolution from 5.2.2 to 6.6.3. All but sidebar links work as expected. Please look at http://grincheux.de-charybde-en-scylla.fr. All sidebar links point to blog itself. Of course, I have checked that database contain correct data.
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What widget are you using for this?
Can you please post a screenshot of the widget settings and a screenshot of such a link in the backoffice (one example).
This will help us find the bug as quickly as possible.
Thanks.